A fence is a structure that people make. Fences are usually there to keep something on one side of the fence from getting to the other side, or just to mark a boundary. The horse in the picture is being kept in her paddock by the fence. Fences can be any height. In cities they are usually quite high, and on farms they are usually just high enough so whatever animal is being kept cannot jump over it.
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A frame is a rigid structure that is built to go around the edge of something. Picture frames are a pretty way of surrounding a picture. Frames for a building are put in place to mark out where the walls and other structures go, and to support the structure as the spaces are filled in with bricks or other materials.